Mair, Maximilian
- Chebyshev Interpolation for Parametric Option Pricing
2015/05/18 by Maximilian Gaß, Gaß, Maximilian, Kathrin Glau +5 · 3 citations
Economics, Econometrics and Finance · Engineering · #41A10 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications